+54.1%
ZM vs SYY
+42.6%
+11.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.2% |
| 7D | -5.7% | +3.9% | -9.6% | -5.5% |
| 30D | -9.1% | -1.7% | -7.3% | -9.2% |
| 3M | +3.5% | +5.2% | -1.7% | +3.8% |
| 6M | +25.7% | -0.2% | +25.9% | +25.9% |
| YTD | +10.8% | +15.4% | -4.6% | +11.5% |
| 1Y | +12.8% | +5.6% | +7.2% | +13.2% |
| 3Y | +33.1% | +28.9% | +4.3% | +34.9% |
| 5Y | -68.3% | +24.1% | -92.4% | -67.6% |
| All | +54.1% | +42.6% | +11.5% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SYY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling